An alternative REML estimation of covariance matrices in linear mixed models
DOI10.1016/J.SPL.2012.12.028zbMATH Open1489.62227OpenAlexW1994282932MaRDI QIDQ1950752FDOQ1950752
Authors: Erning Li, M. Pourahmadi 
Publication date: 13 May 2013
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2012.12.028
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longitudinal datamixed modelscovariance matricesCholesky decompositionrestricted or residual maximum likelihood (REML)
Linear regression; mixed models (62J05) Estimation in multivariate analysis (62H12) Generalized linear models (logistic models) (62J12)
Cites Work
- Linear Mixed Models with Flexible Distributions of Random Effects for Longitudinal Data
- Likelihood and pseudo-likelihood methods for semiparametric joint models for a primary endpoint and longitudinal data
- Random-Effects Models for Longitudinal Data
- Conditional Estimation for Generalized Linear Models When Covariates Are Subject‐Specific Parameters in a Mixed Model for Longitudinal Measurements
- Joint Models for a Primary Endpoint and Multiple Longitudinal Covariate Processes
- Linear and generalized linear mixed models and their applications.
- Joint mean-covariance models with applications to longitudinal data: unconstrained parameterisation
- The effect of misspecifying the random-effects distribution in linear mixed models for longitudinal data
- Misspecified maximum likelihood estimates and generalized linear mixed models
- On modelling mean-covariance structures in longitudinal studies
- Maximum likelihood estimation of generalised linear models for multivariate normal covariance matrix
- Bayesian inference for variance components using only error contrasts
- Assessing normality in random effects models
- A direct derivation of the REML likelihood function
- Modelling conditional covariance in the linear mixed model
Cited In (2)
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